| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
11,729.50 |
11,810.50 |
81.00 |
0.7% |
12,149.75 |
| High |
11,835.00 |
12,021.50 |
186.50 |
1.6% |
12,149.75 |
| Low |
11,511.25 |
11,740.25 |
229.00 |
2.0% |
11,479.25 |
| Close |
11,797.50 |
12,007.50 |
210.00 |
1.8% |
12,007.50 |
| Range |
323.75 |
281.25 |
-42.50 |
-13.1% |
670.50 |
| ATR |
367.18 |
361.04 |
-6.14 |
-1.7% |
0.00 |
| Volume |
654,560 |
560,980 |
-93,580 |
-14.3% |
3,134,095 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,766.75 |
12,668.50 |
12,162.25 |
|
| R3 |
12,485.50 |
12,387.25 |
12,084.75 |
|
| R2 |
12,204.25 |
12,204.25 |
12,059.00 |
|
| R1 |
12,106.00 |
12,106.00 |
12,033.25 |
12,155.00 |
| PP |
11,923.00 |
11,923.00 |
11,923.00 |
11,947.75 |
| S1 |
11,824.75 |
11,824.75 |
11,981.75 |
11,874.00 |
| S2 |
11,641.75 |
11,641.75 |
11,956.00 |
|
| S3 |
11,360.50 |
11,543.50 |
11,930.25 |
|
| S4 |
11,079.25 |
11,262.25 |
11,852.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,890.25 |
13,619.50 |
12,376.25 |
|
| R3 |
13,219.75 |
12,949.00 |
12,192.00 |
|
| R2 |
12,549.25 |
12,549.25 |
12,130.50 |
|
| R1 |
12,278.50 |
12,278.50 |
12,069.00 |
12,078.50 |
| PP |
11,878.75 |
11,878.75 |
11,878.75 |
11,779.00 |
| S1 |
11,608.00 |
11,608.00 |
11,946.00 |
11,408.00 |
| S2 |
11,208.25 |
11,208.25 |
11,884.50 |
|
| S3 |
10,537.75 |
10,937.50 |
11,823.00 |
|
| S4 |
9,867.25 |
10,267.00 |
11,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,149.75 |
11,479.25 |
670.50 |
5.6% |
341.25 |
2.8% |
79% |
False |
False |
626,819 |
| 10 |
12,211.00 |
11,381.75 |
829.25 |
6.9% |
321.75 |
2.7% |
75% |
False |
False |
637,125 |
| 20 |
12,262.00 |
11,068.50 |
1,193.50 |
9.9% |
355.50 |
3.0% |
79% |
False |
False |
647,658 |
| 40 |
12,973.75 |
11,068.50 |
1,905.25 |
15.9% |
388.00 |
3.2% |
49% |
False |
False |
390,510 |
| 60 |
14,329.25 |
11,068.50 |
3,260.75 |
27.2% |
420.25 |
3.5% |
29% |
False |
False |
260,815 |
| 80 |
15,305.00 |
11,068.50 |
4,236.50 |
35.3% |
399.75 |
3.3% |
22% |
False |
False |
195,793 |
| 100 |
15,305.00 |
11,068.50 |
4,236.50 |
35.3% |
416.50 |
3.5% |
22% |
False |
False |
156,659 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.3% |
419.75 |
3.5% |
22% |
False |
False |
130,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,216.75 |
|
2.618 |
12,757.75 |
|
1.618 |
12,476.50 |
|
1.000 |
12,302.75 |
|
0.618 |
12,195.25 |
|
HIGH |
12,021.50 |
|
0.618 |
11,914.00 |
|
0.500 |
11,881.00 |
|
0.382 |
11,847.75 |
|
LOW |
11,740.25 |
|
0.618 |
11,566.50 |
|
1.000 |
11,459.00 |
|
1.618 |
11,285.25 |
|
2.618 |
11,004.00 |
|
4.250 |
10,545.00 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,965.25 |
11,921.75 |
| PP |
11,923.00 |
11,836.00 |
| S1 |
11,881.00 |
11,750.50 |
|